Monte Carlo Methods and Applications
Volume 5, 1999

Contents

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Number 1, pp. 1-84

Hans Babovsky
On a Monte Carlo scheme for Smoluchowski's coagulation equation
1

Paul Fischer and Eckhard Platen
Applications of the balanced method to stochastic differential equations in filtering
19

P.S. Rouzankin and A.V. Voytishek
On the cost of algorithms for random selection
39

Makoto Mori
Discrepancy of sequences generated by piecewise monotone maps
55

C. Ongaro, U. Nastasi and A. Zanini
Monte Carlo simulation of the photo-neutron production in the high-Z components of radiotherapy linear accelerators
69



Number 2, pp.85-191

O. Kurbanmuradov, U. Rannik, K. Sabelfeld and T. Vesala
Direct and adjoint Monte Carlo algorithms for the footprint problem
85

I.M. Sobol, B.V. Shukhman and A. Guinzbourg
On the distribution of random ranges
113

H. Rief
Touching on a zero-variance scheme in solving linear equations
135

Emanouil I. Atanassov and Ivan T. Dimov
A new optimal Monte Carlo method for calculating integrals of smooth functions
149

R.l. Perel, J.J. Wagschal and Y. Yeivin
Monte Carlo calculation of deep penetration benchmark sensitivities
169



Number 3, pp.193-285

N. Golyandina and V. Nekrutkin
Homogeneous balance equations for measures: Errors of the stochastic solutions
193

S.V. Rogasinski
Solution of Stationary boundary value problems for the Boltzmann equation by the Monte Carlo method
263

Monte Carlo 2000: International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. First Announcement
281



Number 4, pp.287-378

Flavius Guias
A direct simulation method for the coagulation-fragmentation equations with multiplicative coagulation kernels
287

W. Grecksch and V.V. Anh
Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input
311

Peter Mathe
Numerical integration using Markov chains
325

Michael Khazen and Arie Dubi
A note on variance reduction methods in Monte Carlo applications to systems engineering and reliability
345


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